+30.8%
BX vs CPB
-40.5%
+71.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | -2.0% | -8.2% | +6.3% | -1.3% |
| 30D | -2.3% | -5.6% | +3.3% | -1.9% |
| 3M | +18.5% | +3.0% | +15.6% | +18.3% |
| 6M | +23.7% | -12.7% | +36.4% | +24.8% |
| YTD | -10.4% | -18.0% | +7.6% | -9.3% |
| 1Y | -19.6% | -31.7% | +12.2% | -17.3% |
| 3Y | +30.8% | -41.0% | +71.7% | +36.8% |
| All | +30.8% | -40.5% | +71.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling